Transients+Instabilities+Noise=Structure?
Stochastic Dynamical Systems and Control
March 27, 2007 10:30 AM to 11:30 AM
Speakers:
Kuske, Rachel
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Abstract: |
Transient or unstable behavior is often ignored in considering long time dynamics in
the deterministic world. However, stochastic effects can change the picture dramatically,
so that the transients can dominate the long range behavior.
Coherence resonance is one relatively simple example of this transformation,
and we consider others such as noise-driven synchronization in networks, asset pricing in
periodically modulated environments, sustained recurrence of
disease, and amplitude-driven phase dynamics. The questions that arise in these contexts illustrate the influence of
multiple time scales, cooperation of both discrete and continuous aspects in the dynamics,
and the remnants of underlying bifurcation structure visible through the noise. |
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